Haunted Horror

Mary Shelly starts "Frankienstien" with letters from an adventurer to his sister. This leads into the story of "the stranger." Although I love the concept. I would start a "ghost story" a bit differently. I want something that would really wheel a reader in. Start it off with a BANG!  I don't know exactly how I would start it. It would depend on the content of the story. I just know that I want the first words to stick with the reader. Maybe even start it with a short phrase like "It's just the beginning..."